Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-11 0.252942 0.273691 0.296115 0.322288 0.352173 0.385444 0.425584
2026-01-18 0.230886 0.258587 0.290196 0.329376 0.377266 0.434763 0.510395
2026-01-25 0.207162 0.237413 0.273230 0.319539 0.379027 0.454675 0.561332
2026-02-01 0.188052 0.219236 0.257199 0.307910 0.375682 0.466039 0.601251
2026-02-08 0.175403 0.207567 0.247694 0.302891 0.379392 0.486069 0.655345
2026-02-15 0.170250 0.204669 0.248742 0.311330 0.401662 0.534284 0.760019
2026-02-22 0.162022 0.197051 0.242784 0.309315 0.408401 0.559968 0.833429
2026-03-01 0.154247 0.189440 0.236149 0.305525 0.411730 0.580295 0.901381
2026-03-08 0.146285 0.181063 0.227831 0.298473 0.409091 0.590180 0.951727
2026-03-15 0.139911 0.174473 0.221545 0.293823 0.409568 0.605069 1.014972
2026-03-22 0.137185 0.172722 0.221921 0.299102 0.426429 0.650822 1.154885
2026-03-29 0.136927 0.174349 0.227173 0.312203 0.457690 0.728212 1.394166
2026-04-05 0.132182 0.169543 0.222951 0.310401 0.463756 0.759720 1.538594
2026-04-12 0.129534 0.167610 0.222880 0.315285 0.482364 0.820490 1.793519
2026-04-19 0.123402 0.160308 0.214251 0.305300 0.472275 0.817865 1.857183
2026-04-26 0.117407 0.152979 0.205247 0.294114 0.458879 0.805935 1.887170
2026-05-03 0.113323 0.148325 0.200165 0.289284 0.457303 0.820966 2.019512
2026-05-10 0.112408 0.148340 0.202337 0.297076 0.481373 0.901643 2.453775
2026-05-17 0.109413 0.145084 0.199150 0.295170 0.485528 0.933911 2.718679
2026-05-24 0.106255 0.141461 0.195203 0.291626 0.485877 0.956410 2.960355
2026-05-31 0.102648 0.137030 0.189768 0.285050 0.479137 0.958544 3.102737
2026-06-07 0.099693 0.133510 0.185678 0.280713 0.476865 0.972970 3.332136
2026-06-14 0.098736 0.133045 0.186561 0.285632 0.495521 1.052326 4.071939